I always found a local fastener company's prices about half that of electrical supply houses by buying in bulk, those screws, bolts,nuts,all thread,and fasteners we used. Big Box store prices were competitive only with Electrical supply houses.
I generally specify the cheap stuff. For what I am doing it is quite adequate. I order it from Grainger, once in a while from Fastenal if Grainger does not have it.
Fasteners and hardware supplies I have an account at a place called Industrial Hardware that I think also has some mainland locations. Very good quality stuff found there.